Anyone know how to lockdown the applications so that a user can only use the browser and not toggle to another application?
Anyone know how to lockdown the browser so that the user can only use the url supplied and not be able to navigate elsewhere?

I'm thinking of the kindle as a kiosk type tool for marketing research and am exploring options.

Yes, but usually you need to do it in the OS rather than the app. Putting the PC in a domain and enforcing some policy on it.

That said, there are ways to "take" over the screen by reading all the keyboard input and not passing it to Windows.

Take at a Free WPF demo app called BabySmash which uses techniquest like this. It is designed to let babies/little kids just type stuff and puts up graphics, and makes noies and stuff. There is a "parent key" combo that lets you take back control.